I called at the BBVA bank this lunchtime and found it closed. Monday to Wednesday this week (25th to 27th May 09) it closes at 12.00 noon.
Further research (a walk up Gerald Brenan) shows all banks are taking the same view, except most are open until 12.30 pm.
So remember to do your banking early this Feria week! Even the locals seemed uninformed. Thursday and Friday, of course, everything is shut.